You have two things going here. One, it's not so much that your high end does not work well at low volumes, its most likely the speakers you have require most power to drive well. Like headphones, some loudspeakers are easier to drive than others. If you want loudspeakers that play well at lower volumes, you'll need to get some that are easier to drive. Totally lame, but it's a reality.
For your headphone setup, sounds like your tubes starting going bad, which happens to all tubes at some point. Beyond that, its possible your new tubes are given more power to your amp, which is able to drive your headphones better because there is more headroom for them.
As for how loud to play... well, the best answer is at the lowest volume possible that you can enjoy material. This will ensure you don't become death as a door nail later in life. I know I have hearing loss. I had it before I graduated high school, which is from listening to headphones too loud, and listening/having booming car audio systems. Listening to 100dbs for one hour will create permenant hearing loss. Also, listening to loud noises can also create tennits (ear ringing), which there is no cure. I have this to a small degree, but luckily for me, I only hear it if there is silence or wearing headphones with no volume or poweroff. It's not loud or anything, but I notice it. I'm not surprise since I've been listening to music at loud volumes since my very early teens. To some degree, I'm surprise I'm not worse off.